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Details about Stanislav Anatolyev
Access statistics for papers by Stanislav Anatolyev.
Last updated 2009-11-02. Update your information in the RePEc Author Service.
Short-id: pan48
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Working Papers
2009
- Inference in Regression Models with Many Regressors
Working Papers, Center for Economic and Financial Research (CEFIR)
2008
- Sequential Testing with Uniformly Distributed Size
Working Papers, Center for Economic and Financial Research (CEFIR)
- Specification Testing in Models with Many Instruments
Working Papers, Center for Economic and Financial Research (CEFIR)
2007
- Inference about predictive ability when there are many predictors
Working Papers, Center for Economic and Financial Research (CEFIR)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007)  Working papers, Wisconsin Madison - Social Systems (2001) 
See also Journal Article in Econometric Reviews (2009)
- Modeling Financial Return Dynamics by Decomposition
Working Papers, Center for Economic and Financial Research (CEFIR) View citations
2006
- Dynamic modeling under linear-exponential loss
Working Papers, Center for Economic and Financial Research (CEFIR) 
See also Journal Article in Economic Modelling (2009)
- Nonparametric retrospection and monitoring of predictability of financial returns
Working Papers, Center for Economic and Financial Research (CEFIR) View citations
See also Journal Article in Journal of Business & Economic Statistics (2009)
- Tests in contingency tables as regression tests
Working Papers, Center for Economic and Financial Research (CEFIR)
- Trade intensity in the Russian stock market:dynamics, distribution and determinants
Working Papers, Center for Economic and Financial Research (CEFIR) 
See also Journal Article in Applied Financial Economics (2007)
2005
- A ten-year retrospection of the behavior of Russian stock returns
BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition View citations
- Optimal Instruments in Time Series: A Survey
Working Papers, Center for Economic and Financial Research (CEFIR) 
See also Journal Article in Journal of Economic Surveys (2007)
1999
- Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances
Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
Also in Working papers, Wisconsin Madison - Social Systems (1999)
Journal Articles
2009
- Dynamic modeling under linear-exponential loss
Economic Modelling, 2009, 26, (1), 82-89 
See also Working Paper (2006)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
Econometric Reviews, 2009, 28, (5), 441-467 
See also Working Paper (2007)
- Multi-Market Direction-of-Change Modeling Using Dependence Ratios
Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (1) 
Also in Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (1), 1532-1532 (2009)
- Nonparametric Retrospection and Monitoring of Predictability of Financial Returns
Journal of Business & Economic Statistics, 2009, 27, (2), 149-160 
See also Working Paper (2006)
- Nonparametric regression (in Russian)
Quantile, 2009, (7), 37-52
- Where to find data on the Web? (in Russian)
Quantile, 2009, (6), 59-71
2008
- A 10-year retrospective on the determinants of Russian stock returns
Research in International Business and Finance, 2008, 22, (1), 56-67
- Making econometric reports (in Russian)
Quantile, 2008, (4), 71-78
- Method-of-moments estimation and choice of instruments: Numerical computations
Economics Letters, 2008, 100, (2), 217-220
- Review of English textbooks in time series analysis (in Russian)
Quantile, 2008, (5), 49-55
2007
- OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY
Journal of Economic Surveys, 2007, 21, (1), 143-173 
See also Working Paper (2005)
- Optimal instruments (in Russian)
Quantile, 2007, (2), 61-69
- REDUNDANCY OF LAGGED REGRESSORS REVISITED
Econometric Theory, 2007, 23, (02), 364-368 View citations
- Review of English textbooks in econometrics (in Russian)
Quantile, 2007, (3), 73-82
- The basics of bootstrapping (in Russian)
Quantile, 2007, (3), 1-12
- Trade intensity in the Russian stock market: dynamics, distribution and determinants
Applied Financial Economics, 2007, 17, (2), 87-104 View citations
See also Working Paper (2006)
- Using All Observations when Forecasting under Structural Breaks
Finnish Economic Papers, 2007, 20, (2), 166-176
2006
- Kernel estimation under linear-exponential loss
Economics Letters, 2006, 91, (1), 39-43 View citations
- Testing for predictability (in Russian)
Quantile, 2006, (1), 39-42
2005
- A Trading Approach to Testing for Predictability
Journal of Business & Economic Statistics, 2005, 23, 455-461 View citations
- AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
Econometric Theory, 2005, 21, (02), 472-476
- GMM, GEL, Serial Correlation, and Asymptotic Bias
Econometrica, 2005, 73, (3), 983-1002 View citations
2004
- Inference when a nuisance parameter is weakly identified under the null hypothesis
Economics Letters, 2004, 84, (2), 245-254
2003
- 02.5.2. Durbin Watson Statistic and Random Individual Effects
Econometric Theory, 2003, 19, (05), 882-883
- 02.6.2. Autoregression and Redundant Instruments Solution
Econometric Theory, 2003, 19, (06), 1197-1198
- 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression
Econometric Theory, 2003, 19, (01), 225-226
- THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
Econometric Theory, 2003, 19, (04), 602-609 View citations
- The term structure of Russian interest rates
Applied Economics Letters, 2003, 10, (13), 867-870 View citations
2002
- Electoral behavior of US counties: a panel data approach
Economics Bulletin, 2002, 3, (9), 1-10
- Markov chain approximation in bootstrapping autoregressions
Economics Bulletin, 2002, 3, (19), 1-8
1999
- Nonparametric estimation of nonlinear rational expectation models
Economics Letters, 1999, 62, (1), 1-6 View citations
Editor
- Quantile
Quantile
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